Finally had a chance to watch the video- great mechanisms! Nicely integrated pantograph-raising mechanism, access to the battery box, etc., and I agree that I'd love to see more on how those doors work as well!

Lego Great Ball Contraption. This should help if you're unfamiliar:
Great Ball Pit- that's great! Not particularly complicated modules, but the style and creativity with the theme really stands out. Nicely done!

Welcome to EB, Juxtapoisson! I also really like castle and scifi/space. I have no problem mixing them in my MOCs- no reason my minifigs can't enjoy classic castle architecture but be highly technologically advanced as well. Happy building!

Following this thread in case someone knows of one, since that seems like a stunningly cheap price! From what I've seen, you might be able to get them down to $5-8/torso if you're ordering in large enough bulk quantities. For a 1-off, with setup, you're talking more like a couple hundred dollars.
There are some companies that do quality UV printing that you might want to look into. Definitely not the same as pad-printed parts, but much more feasible on price for small quantities.

This is just my personal, not scientifically verified, opinion, but I don't think it'll do you any good unless you literally have your Lego sitting right in the window. I've had some bricks yellow over time even when they've been in a box, (literally looked fine, and then coming out of storage a year or two later some of the bricks in the model are very clearly yellowed while others around them are totally normal) so UV exposure isn't the only factor anyway.
Also, most yellowing is pretty minimal (again, unless you have a lot of direct sun exposure) and can be reversed if it becomes an issue. I no longer worry about it and take no special precautions with sunlight in my main Lego room and have very few issues overall... and none that even seem to be related to sun exposure (more of the random, potentially age-related yellowing I mentioned above).
Let me put it another way: Even if the bricks weren't treatable to remove the yellowing, are any of the parts that might potentially yellow rare and expensive enough that you could just buy replacements for less than the cost of the UV filters if you wanted to? Or do you have experience with your parts significantly yellowing in large quantities already?

I believe that is a legal connection. 1 brick + 2 plates (well 1 plate and 1 tile in this case, so no studs on top) = 16mm, and 2 studs wide is 16mm, so with the 0.1mm between the red bricks as you show in your image, nothing should be in tension or compression. Now, there are other easier ways to get the grey plate flush with the side of the red bricks (a few of the now standard brackets will do the job), but if there's another reason for using this construction in your MOC it should be OK.
Not to mention, when we're talking about "legal" connections, that only matters if you're using it in some kind of official capacity- if it works for you in your own MOC and isn't physically damaging the bricks due to heavy loads, etc., I say go for it!

Yup - nothing too crazy in this set besides that. On Bricklink it looks like you can get the whole set, complete with shields, in good condition for $35-40 USD. The shields alone, in good condition, are about $12/each. Best to just buy the set and be done with it unless you already have most of the rest of the parts.

For what it's worth, I think 6- or 7-wide is the way to go. 7-wide I think gives you just enough extra size to add some nice detailing without it looking too big next to the trains or too small in comparison to some of the wider city vehicles. Here's a MOC Pages group that you might find some more inspiration in as well:
http://www.moc-pages.com/folder.php/162988